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WebCab TA for .NET (Community Edition)
	100% Free COM, .NET and XML Web service providing 25+ technical indicators for the construction of technical trading systems. By using these methods with our included JDBC mediator you will be able to iteratively apply these indicators to a DBMS.
Rate it: 0 1 2 3 4 5
Keys:	NET XML finance technical analysis technical analysis Web service VBNET

Some soft:

WebCab Options and Futures for .NET
	3-in-1: .NET, COM and XML Web service Components for pricing option and futures contracts using Monte Carlo and Finite Difference techniques. General MC pricing framework included: wide range of contracts, price, interest and vol models.
Rate it: 0 1 2 3 4 5
Keys:	Bermuda Lookback Finite Difference Binary volatilityoptions NET Monte Carlo

WebCab Portfolio (J2EE Edition)
	Apply the Markowitz Theory and CAPM to construct the optimal portfolio with/without asset weight constraints with respect to the risk, return or investors utility function. Also Performance Eval, interpolation, analysis of Efficient Frontier and CML.
Rate it: 0 1 2 3 4 5
Keys:	CAPM Optimal portfolio CML Capital asset Capital asset Performance interpolation Portfolio

Some soft:

WebCab Portfolio for .NET
	.NET, COM and XML Web service implementation of Markowitz Theory and the CAPM to construct the optimal portfolio with/without asset weight constraints with respect to the risk, return or investors utility function.
Rate it: 0 1 2 3 4 5
Keys:	Optimal portfolio CAPM Efficient Frontier Performance interpolation CMLNET CAPM Capital asset

WebCab TA (J2SE Community Edition)
	100% Free Java API providing a collection of 25+ technical indicators for the construction of technical trading systems. Moreover, by using these methods with our JDBC mediator you will be able to iteratively apply these indicators to a DBMS.
Rate it: 0 1 2 3 4 5
Keys:	Java Java financetrading systems API J2SE JSP J2SE

WebCab Portfolio for Delphi
	3-in-1: Delphi, COM and XML Web service implementation of Markowitz Theory and the CAPM to construct the optimal portfolio with/without asset weight constraints with respect to the risk, return or investors utility function. Incl. Perform Eval.
Rate it: 0 1 2 3 4 5
Keys:	C COM COM Win32 VBNET risk return markowitz

WebCab Bonds (J2SE Edition)
	Java API to model the pricing and risk analytics of interest rate cash and derivative products. We cover the fundamental theory of bonds including: Treasury bonds, Yield/Pricing, Zero Curve, Forward rates/FRAs, Duration and Convexity....
Rate it: 0 1 2 3 4 5
Keys:	-jar JavaBeans markets interest rate interest rate Class Libraries capital market

WebCab Portfolio (J2SE Edition)
	Apply the Markowitz Theory and CAPM to construct the optimal portfolio with/without asset weight constraints with respect to the risk, return or investors utility function. Also Performance Eval, interpolation, analysis of Efficient Frontier and CML.
Rate it: 0 1 2 3 4 5
Keys:	Efficient Frontier Efficient Frontier Market Portfolio CMLMarkowitz Theory CAPM Optimal portfolio Performance interpolation Optimal portfolio

WebCab Bonds for .NET
	3-in-1: COM, .NET and XML Web service Interest derivatives pricing framework: set contract, set vol/price/interest models and run MC. We also cover: Treasury's, Price/Yield, Zero Curve, Fixed-Interest bonds, Forward rates/FRAs, Duration and Convexity
Rate it: 0 1 2 3 4 5
Keys:	Web service Class Libraries VBNET XML C Class Libraries interest rate

WebCab Bonds for Delphi
	3-in-1: COM, .NET and XML Web service Interest derivatives pricing framework: set contract, set vol/price/interest models and run MC. We also cover: Treasury's, Price/Yield, Zero Curve, Fixed-Interest bonds, Forward rates/FRAs, Duration and Convexity
Rate it: 0 1 2 3 4 5
Keys:	XML Web service Web service DelphiNET Class Libraries Dephi C interest rate

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